In Jesus's time and place, what pre-Christmas, Winter holidays would he have celebrated? Since Jesus was Jewish, was Hanukkah widely celebrated at that time? The Winter Solstice, or some sort of shortest day of the year celebration like Saturnalia?
Hanukkah was definitely celebrated; John 10:22 describes Jesus going up to Jerusalem for "the Feast of the Dedication" and preaching there. I'm not aware of how it would be celebrated, though.
Saturnalia, along with other pagan celebrations, would have been frowned upon by all observant Jews.